Pre-earnings options volume in SunPower is normal with calls leading puts 4:1. Implied volatility suggests the market is anticipating a move near 35.8%, or 7c, after results are released. Median move over the past eight quarters is 4.3%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on SPWR:
- SunPower options imply 34.2% move in share price post-earnings
- SolarWinds to replace SunPower in S&P 600 at open on 8/9
- SunPower Restructuring: Bankruptcy, Asset Sale, Nasdaq Risks
- Complete Solaria discusses SunPower acquisition opportunity
- SunPower files for Chapter 11, to sell Blue Raven Solar to Complete Solaria